Quantitative Data Engineer – Front Office Pricing & Risk

Nicoll Curtin; Singapore; On-site; SGD 180,000 - 300,000; Full time

Job summary

Nicoll Curtin is seeking a highly skilled Quantitative Analytics professional to support trading strategies, risk management, and decision-making within investment banking. You will develop and implement quantitative models, work with IT to deploy pricing tools, and provide front office infrastructure support in C++ and Python.

The role requires a Master’s in a quantitative field, 6+ years in top-tier financial services, and deep experience in exotics pricing.

Qualifications

• Master’s degree or higher in a quantitative field.
• 6+ years of experience in a top-tier global financial services firm.
• Experience in IR Exotics / Credit-IR Hybrids / FX-IR Hybrids / Equity-IR Hybrids.
• 3+ years in-depth C/C++ knowledge.
• 3+ years in-depth Python knowledge.
• Experience developing in a large shared pricing library with multiple developers.
• Experience testing models and documenting technical concepts.

Responsibilities

• Develop and implement quantitative models and strategies to support trading decisions, pricing, and risk management.
• Provide front office infrastructure support through ownership of analytical libraries.
• Develop tooling for structurers/traders for data analysis, back testing, and relative value analysis.
• Collaborate with IT to deploy pricing and risk models into strategic platforms.
• Support the trading desk and control functions with daily analytics and model calibration procedures.

Skills

C/C++

Python

Quantitative Finance

Mathematics / Statistics

Modeling

Pricing Library

Communication

Education

Master’s degree or higher in Mathematics, Statistics, Engineering, Quantitative Finance, or another quantitative field

Tools

Custom pricing library

Job description

Nicoll Curtin is seeking a highly skilled Quantitative Analytics professional to support trading strategies, risk management, and decision-making within investment banking. You will develop and implement quantitative models, work with IT to deploy pricing tools, and provide front office infrastructure support in C++ and Python.

The role requires a Master’s in a quantitative field, 6+ years in top-tier financial services, and deep experience in exotics pricing.